Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526988.5439 | 546418.8203 | -19430.2764 | 377088.0578 | 279011.904 | 98076.1538 |
Total P&L (%) | 526.9885 | 546.4188 | -19.4303 | 377.0881 | 279.0119 | 98.0762 |
Avg Daily Profit (%) | 0.2333 | 0.2419 | -0.0086 | 0.0692 | 0.059 | 0.0303 |
Buy And Hold Return (%) | 200.8989 | 200.8989 | 200.8989 | 200.8989 | 200.8989 | 200.8989 |
Max Trade Drawdown | -158511 | -68302 | -259654 | -237173 | -224682 | -236546 |
Profit Factor | 1.5197 | 2.2407 | 0.9661 | 1.2361 | 1.3628 | 1.1184 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 52.4064 | 52.1277 | 52.6882 | 52.4064 | 52.1277 | 52.6882 |
Ratio Avg Win / Avg Loss | 1.3802 | 2.0578 | 0.8675 | 1.1226 | 1.2516 | 1.0043 |
Largest Winning Trade | 102647 | 102647 | 45047 | 224387 | 224387 | 188673 |
Largest Losing Trade | -45773 | -40551 | -45773 | -123736 | -71193 | -123736 |
Avg Bars in Trades | 34 | 20 | 47 | 34 | 20 | 47 |
Avg Bars in Winners | 35 | 18 | 52 | 35 | 18 | 52 |
Avg Bars in Losers | 32 | 22 | 42 | 32 | 22 | 42 |
Bars Traded | 6389 | 1927 | 4462 | 6389 | 1927 | 4462 |
Profit Streak | 0 | 0 | 139.2701 | 0 | 0 | 139.2701 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273379 | 343822 | -579352 | -107273 | -158235 | -407072 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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